Modem Setting
- Do not exit from the Microsoft Management Console yet.
- Right click on the Nokia 5800 USB Modem or Bluetooth Modem and click properties.
- Select the Advanced tab and type in these command "AT+CGDCONT=,,"your provider APN"" in the Extra Initialization commands fields.
- Click OK, you can now exit from the Microsoft Management Console.

Connecting to the internet.
- Click Start and choose Connect To.
- Choose Set up a Connection or Network.
- Click on Setup a dial-up connection and click next
- For Dial-up phone number enter this no: *99#. Click connect.
You should be connected within seconds